umontreal.iro.lecuyer.probdistmulti.norta
Class NI1

java.lang.Object
  umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc
      umontreal.iro.lecuyer.probdistmulti.norta.NI1

public class NI1
extends NortaInitDisc

This class implements the algorithm NI1 based on Brent method for root-finding. The root is found with accuracy = tolerance.

Constructor Summary

NI1(double rX, DiscreteDistributionInt dist1, DiscreteDistributionInt dist2, double tr, double tolerance)
Constructor of the class NI1 with the target rank correlation rX, the two discrete marginals dist1 and dist2, the parameter for truncation tr and the accuracy tolerance, which corresponds to epsilon in the paper (paragraph "Method NI1" of section 3).

Method Summary

double	computeCorr() Computes and returns the correlation ρZ using the algorithm NI1.
String	toString()

Methods inherited from class umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc

computeParams, deriv, integ

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

NI1

public NI1(double rX,
           DiscreteDistributionInt dist1,
           DiscreteDistributionInt dist2,
           double tr,
           double tolerance)

Constructor of the class NI1 with the target rank correlation rX, the two discrete marginals dist1 and dist2, the parameter for truncation tr and the accuracy tolerance, which corresponds to epsilon in the paper (paragraph "Method NI1" of section 3).

Method Detail

computeCorr

public double computeCorr()

Computes and returns the correlation ρ_Z using the algorithm NI1.

Specified by:

computeCorr in class NortaInitDisc

toString

public String toString()

Overrides:

toString in class NortaInitDisc